Malignant gliomas, including glioblastoma (GBM) as the most aggressive type of adult CNS tumors, are notoriously resistant to current standard of care treatments, including surgery, systemic chemotherapy, and radiation therapy (RT). This lack of effective treatment options highlights the urgent need for novel therapies, including immunotherapies. The overarching goal of immunotherapy is to stimulate and activate the patient's immune system in a targeted manner to kill tumor cells. The success of immunotherapeutic interventions in other cancer types has led to interest in and evaluation of various experimental immunotherapies in patients with malignant gliomas. However, these primary malignant brain tumors present a challenge because they exist in a vital and sensitive organ with a unique immune environment. The challenges and current status of experimental immunotherapeutic approaches, including vaccines, immune-checkpoint blockade, chimeric antigen receptor T-cell therapy, and oncolytic viruses will be discussed, as well as the potential for combinatorial therapies.